+13.2%
DVN vs STT
+182.6%
-169.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.4% | +4.8% | +5.6% | +8.4% |
| 30D | -6.7% | +3.9% | -10.6% | -8.2% |
| 3M | +5.6% | -8.2% | +13.8% | +8.9% |
| 6M | +0.7% | +15.6% | -14.9% | -7.1% |
| YTD | +29.6% | +37.6% | -8.1% | +7.7% |
| 1Y | +36.3% | +50.1% | -13.8% | +7.2% |
| 3Y | +13.2% | +183.1% | -169.9% | -39.3% |
| All | +13.2% | +182.6% | -169.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling